-99.9%
DFNS vs INFY
+5.8%
-105.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | +0.8% | -7.2% | +8.0% | +1.5% |
| 30D | -73.2% | -11.2% | -62.1% | -72.9% |
| 3M | -72.4% | -7.4% | -65.0% | -72.7% |
| 6M | -95.2% | -21.3% | -74.0% | -95.5% |
| YTD | -98.0% | -36.2% | -61.8% | -98.3% |
| 1Y | -98.3% | -31.3% | -67.0% | -98.4% |
| 3Y | -99.9% | -31.1% | -68.8% | -99.9% |
| 5Y | -99.9% | -44.9% | -55.0% | -99.9% |
| All | -99.9% | +5.8% | -105.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INFY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling